Over 2012 to 2025 (14 years of data), BOSSDEEUR has tended to move long between 07.07 and 22.07, closing higher in 85.7% of those years for an average +3.53% move and an annualized Sharpe of 2.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 85.7% | +3.53% | 2.89 | 14 |
| 08.07 → 22.07 | Long | 85.7% | +3.23% | 2.83 | 14 |
| 07.07 → 27.07 | Long | 85.7% | +3.20% | 1.59 | 14 |
| 07.07 → 26.07 | Long | 85.7% | +2.99% | 1.70 | 14 |
| 07.07 → 13.07 | Long | 85.7% | +2.94% | 6.11 | 14 |
| 07.07 → 23.07 | Long | 85.7% | +2.94% | 2.20 | 14 |
| 08.07 → 27.07 | Long | 85.7% | +2.90% | 1.53 | 14 |
| 07.07 → 24.07 | Long | 85.7% | +2.82% | 1.78 | 14 |